Is it possible to configure the R4 so that it goes into the "Game" screen by default?Â Saving that extra button press when you switch on the DS would be greatÂ

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Not possible.. But it's really not that hard or time consuming to press one button.
You can however, launch a Homebrew upon startup of the R4. Rename a Homebrew "default.nds", and it will boot up after the (Loading) screen.